How to make gauges for racing game?
Assuming the gauges are in an overlay scene, you'll need to establish communication with message sensors.


Send a "gearUp" or "gearDown" message to the gauge when the gear changes
Put message sensors on the gauge that execute whatever action you desire


Here's a quick sample - use the up and down arrow keys to send messages.
https://dl.dropboxusercontent.com/u/19279604/static/misc/gauge_example.blend

If the gauges are in the same scene, then it's a whole lot easier.  You can shift+click multiple objects and connect gauge actuators directly to the gear controller.

EDIT

There really isn't a good way to copy properties between scenes with logic bricks.  Here's a Python example that can be adapted to your needs:

import bge

def copyProps(cont):
    # Get a reference to the object running the script
    own = cont.owner

    # Get a reference to the overlay scene
    overlay = bge.logic.getSceneList()[1]

    # Find the object in the overlay scene
    other = overlay.objects['Speedometer']

    # Copy the desired properties
    other['Text'] = own['speed']

if __name__ == '__main__':
    cont = bge.logic.getCurrentController()
    copyProps(cont)